2020 Bulkers (Norway) Market Value
| 2020 Stock | NOK 126.10 1.90 1.48% |
| Symbol | 2020 |
2020 Bulkers 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to 2020 Bulkers' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of 2020 Bulkers.
| 05/05/2025 |
| 08/03/2025 |
If you would invest 0.00 in 2020 Bulkers on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding 2020 Bulkers or generate 0.0% return on investment in 2020 Bulkers over 90 days. 2020 Bulkers is related to or competes with MPC Container, Hoegh Autoliners, Okeanis Eco, Klaveness Combination, Hafnia, and Golden Ocean. 2020 Bulkers Ltd owns and operates large dry bulk vessels worldwide More
2020 Bulkers Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure 2020 Bulkers' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess 2020 Bulkers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0724 | |||
| Maximum Drawdown | 7.56 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 3.48 |
2020 Bulkers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 2020 Bulkers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 2020 Bulkers' standard deviation. In reality, there are many statistical measures that can use 2020 Bulkers historical prices to predict the future 2020 Bulkers' volatility.| Risk Adjusted Performance | 0.1109 | |||
| Jensen Alpha | 0.1945 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.5681 |
2020 Bulkers Backtested Returns
As of now, 2020 Stock is very steady. 2020 Bulkers retains Efficiency (Sharpe Ratio) of 0.0988, which signifies that the company had a 0.0988 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for 2020 Bulkers, which you can use to evaluate the volatility of the entity. Please confirm 2020 Bulkers' Standard Deviation of 1.86, coefficient of variation of 748.88, and Market Risk Adjusted Performance of 0.5781 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. 2020 Bulkers has a performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 2020 Bulkers' returns are expected to increase less than the market. However, during the bear market, the loss of holding 2020 Bulkers is expected to be smaller as well. 2020 Bulkers today owns a risk of 1.83%. Please confirm 2020 Bulkers downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if 2020 Bulkers will be following its current price history.
Auto-correlation | 0.65 |
Good predictability
2020 Bulkers has good predictability. Overlapping area represents the amount of predictability between 2020 Bulkers time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 2020 Bulkers price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current 2020 Bulkers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 33.92 |
2020 Bulkers lagged returns against current returns
Autocorrelation, which is 2020 Bulkers stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting 2020 Bulkers' stock expected returns. We can calculate the autocorrelation of 2020 Bulkers returns to help us make a trade decision. For example, suppose you find that 2020 Bulkers has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
2020 Bulkers regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If 2020 Bulkers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 2020 Bulkers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 2020 Bulkers stock over time.
Current vs Lagged Prices |
| Timeline |
2020 Bulkers Lagged Returns
When evaluating 2020 Bulkers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 2020 Bulkers stock have on its future price. 2020 Bulkers autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, 2020 Bulkers autocorrelation shows the relationship between 2020 Bulkers stock current value and its past values and can show if there is a momentum factor associated with investing in 2020 Bulkers.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in 2020 Stock
2020 Bulkers financial ratios help investors to determine whether 2020 Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 2020 with respect to the benefits of owning 2020 Bulkers security.